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We consider the behavior of the Gaussian concentration bound (GCB) under stochastic time evolution. More precisely, we consider a Markovian diffusion process on $\mathbb{R}^d$ and start the process from an initial distribution $\mu$ that…

Probability · Mathematics 2021-07-02 J. -R. Chazottes , P. Collet , F. Redig

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

Probability · Mathematics 2025-06-17 David Padilla-Garza

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…

Statistics Theory · Mathematics 2024-08-27 Alexandre Belloni , Ethan X. Fang , Shuting Shen

We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…

Probability · Mathematics 2019-04-25 Julien Reygner

The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…

Probability · Mathematics 2021-08-06 Shirshendu Ganguly , Kyeongsik Nam

Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…

Probability · Mathematics 2025-12-23 Morgane Austern , Lester Mackey

Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase…

Statistical Mechanics · Physics 2016-02-15 Gabriele Martelloni , Gianluca Martelloni , Pierre de Buyl , Duccio Fanelli

Mathematical models in equilibrium statistical mechanics describe physical systems with many particles interacting with an external force and with one another. Gibbs measure is a fundamental concept in this theory. In existing literature…

Probability · Mathematics 2018-06-18 Farida Kachapova , Ilias Kachapov

We study the thermodynamic formalism for generalized Gibbs measures, such as renormalization group transformations of Gibbs measures or joint measures of disordered spin systems. We first show existence of the relative entropy density and…

Probability · Mathematics 2007-05-23 Christof Kuelske , Arnaud Le Ny , Frank Redig

The concept of metastate measures on the states of a random spin system was introduced to be able to treat the large-volume asymptotics for complex quenched random systems, like spin glasses, which may exhibit chaotic volume dependence in…

Probability · Mathematics 2018-12-19 Codina Cotar , Benedikt Jahnel , Christof Külske

We study a Gibbs measure over Brownian motion with a pair potential which depends only on the increments. Assuming a particular form of this pair potential, we establish that in the infinite volume limit the Gibbs measure can be viewed as…

Probability · Mathematics 2007-05-23 Volker Betz , Herbert Spohn

We study the large deviations for focusing Gibbs measures by analyzing the asymptotic behavior of the free energy in the infinite volume limit. This is the invariant Gibbs measure for the dynamical $\Phi^3_2$-models. From our sharp…

Probability · Mathematics 2025-06-17 Kihoon Seong , Philippe Sosoe

The objective of this article is to analyse the statistical behaviour of a large number of weakly interacting diffusion processes evolving under the influence of a periodic interaction potential. We focus our attention on the combined mean…

Analysis of PDEs · Mathematics 2021-05-12 Matias G. Delgadino , Rishabh S. Gvalani , Grigorios A. Pavliotis

We show that, for general convolution approximations to a large class of log-correlated Gaussian fields, the properly normalised supercritical Gaussian multiplicative chaos measures converge stably to a nontrivial limit. This limit depends…

Probability · Mathematics 2025-12-01 Federico Bertacco , Martin Hairer

We introduce a transfer matrix formalism for the (annealed) Ising model coupled to two-dimensional causal dynamical triangulations. Using the Krein-Rutman theory of positivity preserving operators we study several properties of the emerging…

Mathematical Physics · Physics 2013-07-15 J. C. Hernandez , Y. Suhov , A. Yambartsev , S. Zohren

This paper provides a new tauberian approach to the study of quantitative time asymptotics of collisionless transport semigroups with general diffuse boundary operators. We obtain an (almost) optimal algebraic rate of convergence to…

Analysis of PDEs · Mathematics 2021-04-15 Bertrand Lods , Mustapha Mokhtar-Kharroubi

We present a detailed Monte Carlo study of the high-temperature phase of the two-dimensional driven lattice gas at infinite driving field. We define a finite-volume correlation length, study its finite-size-scaling behavior and extrapolate…

Statistical Mechanics · Physics 2007-05-23 Sergio Caracciolo , Andrea Gambassi , Massimiliano Gubinelli , Andrea Pelissetto

We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…

Probability · Mathematics 2026-01-27 Christian Hirsch , Moritz Otto , Anne Marie Svane

We present a preliminary discussion on the use of supersymmetric representation of the Hubbard operator which unifies the slave boson and slave fermion representations into a single $U (1)\times SU (1| 1)$ gauge theory to treat the physics…

Strongly Correlated Electrons · Physics 2009-11-07 P. Coleman , C. Pepin

We consider Gibbs measures relative to Brownian motion of Feynman-Kac type, with single site potential V. We show that for a large class of V, including the Coulomb potential, there exist infinitely many infinite volume Gibbs measures.

Probability · Mathematics 2010-07-16 Volker Betz , Olaf Wittich